Sidney Resnick
Sidney Resnick
Cornell University School of ORIE
כתובת אימייל מאומתת בדומיין cornell.edu - דף הבית
כותרת
צוטט על ידי
צוטט על ידי
שנה
Extreme values, regular variation and point processes
SI Resnick
Springer, 2013
41102013
Heavy-tail phenomena: probabilistic and statistical modeling
SI Resnick
Springer Science & Business Media, 2007
14252007
Adventures in stochastic processes
SI Resnick
Springer Science & Business Media, 1992
13051992
A probability path
S Resnick
Springer, 2019
6982019
A probability path
S Resnick
Springer, 2019
6982019
Extreme value theory as a risk management tool
P Embrechts, SI Resnick, G Samorodnitsky
North American Actuarial Journal 3 (2), 30-41, 1999
6141999
Heavy tail modeling and teletraffic data: special invited paper
SI Resnick
Annals of statistics 25 (5), 1805-1869, 1997
5071997
Lévy processes: theory and applications
OE Barndorff-Nielsen, T Mikosch, SI Resnick
Springer Science & Business Media, 2012
5022012
Limit theory for multivariate sample extremes
L De Haan, SI Resnick
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977
4311977
Limit theory for multivariate sample extremes
L De Haan, SI Resnick
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977
4311977
Limit theory for moving averages of random variables with regularly varying tail probabilities
R Davis, S Resnick
The Annals of Probability, 179-195, 1985
4151985
Limit theory for the sample covariance and correlation functions of moving averages
R Davis, S Resnick
The Annals of Statistics, 533-558, 1986
3841986
Is network traffic appriximated by stable lévy motion or fractional brownian motion?
T Mikosch, S Resnick, H Rootzén, A Stegeman
The annals of applied probability 12 (1), 23-68, 2002
3802002
Point processes, regular variation and weak convergence
SI Resnick
Advances in Applied Probability, 66-138, 1986
3721986
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
L De Haan, SI Resnick, H Rootzén, CG de Vries
Stochastic Processes and their Applications 32 (2), 213-224, 1989
3551989
How to make a Hill plot
H Drees, S Resnick, L de Haan
The Annals of Statistics 28 (1), 254-274, 2000
3132000
Extreme values of independent stochastic processes
BM Brown, SI Resnick
Journal of Applied Probability, 732-739, 1977
2851977
The QQ-estimator and heavy tails
M Kratz, SI Resnick
Stochastic Models 12 (4), 699-724, 1996
2661996
Tail estimates motivated by extreme value theory
R Davis, S Resnick
Annals of Statistics 12 (4), 1467-1487, 1984
2661984
Heavy tails and long range dependence in on/off processes and associated fluid models
D Heath, S Resnick, G Samorodnitsky
Mathematics of operations research 23 (1), 145-165, 1998
2461998
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מאמרים 1–20